+120.6%
VLO vs CNI
+37.5%
+83.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -5.2% |
| 7D | -6.0% | +3.7% | -9.7% | -5.1% |
| 30D | -12.9% | +8.1% | -21.0% | -11.4% |
| 3M | +18.3% | +1.9% | +16.5% | +19.4% |
| 6M | +46.4% | +19.2% | +27.2% | +53.2% |
| YTD | +127.7% | +32.7% | +95.0% | +137.3% |
| 1Y | +120.6% | +37.0% | +83.6% | +131.0% |
| All | +120.6% | +37.5% | +83.1% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling